+262.4%
VST vs UTHR
+150.6%
+111.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.2% | +10.6% |
| 7D | -9.8% | -6.1% | -3.7% | -9.6% |
| 30D | -25.1% | +3.1% | -28.3% | -25.2% |
| 3M | -11.6% | +5.5% | -17.0% | -11.6% |
| 6M | -20.9% | -5.8% | -15.1% | -20.6% |
| YTD | -22.3% | +15.3% | -37.6% | -22.8% |
| 1Y | -32.0% | +23.8% | -55.8% | -32.7% |
| 3Y | +262.4% | +146.3% | +116.1% | +254.8% |
| All | +262.4% | +150.6% | +111.8% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling